The first question here would be "Where do you start"? I'd say start where everyone else did! With high altitude balloons. Why? Because experience with high altitude balloons will come in very handy as you develop your space program. The reason for that is it is the easiest way to experiment at altitudes that approach outerspace without the extreme cost involved. The second reason is there are a lot of things you will learn launching balloons you'll never really learn launching low altitude rockets, that will become extremely important as you approach actually going into space. Some of the things you will learn will be power systems because low altitude rockets don't fly very long at all! Your balloon payloads will undoubtedly have greater requirements for power. Another thing is data collection, high altitude balloons can collect tons more data and video than 10 launches to 100kft with a sounding rocket. These are things you will need to know how to do to a much greater degree to be successful with an actual space flight.